Metroid probably is the only long-lasting series that could possibly still be sorted into any canon. With Mario, it really doesn't matter. Aonuma changes the story on Zelda depending when you ask him (dual timeline, solid timeline, etc.), and Miyamoto just tells you not to think about it too much. At this point, I think it's sort of impossible to make all the Zelda games fit together; it's almost like a collection of Norse mythology in a sense. The character archetypes remain the same throughout each individual tale, but there are distinct discrepancies and disconnects. It's very difficult to make all the stories fit together into a clean, cohesive story.
I don't know how much TPTB at Nintendo care about story canon in general; for the most part, they just want to make sure that most of their characters have their image intact. While they probably don't care exactly how well the Prime games fit into the Metroid universe, I would think they would frown upon it if Sakamoto actively dismissed the series out of hand.
Even though things like the Nintendo comics aren't canon, it is interesting to see how much interpretations of Samus Aran have changed over the last 15 years or so. I remember even reading the Valiant Captian N comics (I know! They weren't very good!) way back when, and she was pictured as being very tall, physically intimidating, and somewhat motivated by money...she still had a sense of honor, though. It's certainly not cannon, but that and the NP comic probably shaped my perception of her during the time of Super Metroid. My perception of her is certainly different now.